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DIAL vs. PSDM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIAL vs. PSDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Diversified Fixed Income Allocation ETF (DIAL) and PGIM Short Duration Multi-Sector Bond ETF (PSDM). The values are adjusted to include any dividend payments, if applicable.

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DIAL vs. PSDM - Yearly Performance Comparison


2026 (YTD)202520242023
DIAL
Columbia Diversified Fixed Income Allocation ETF
-0.68%9.93%1.69%4.19%
PSDM
PGIM Short Duration Multi-Sector Bond ETF
0.48%6.16%5.48%3.96%

Returns By Period

In the year-to-date period, DIAL achieves a -0.68% return, which is significantly lower than PSDM's 0.48% return.


DIAL

1D
0.70%
1M
-2.42%
YTD
-0.68%
6M
0.43%
1Y
6.22%
3Y*
5.05%
5Y*
0.73%
10Y*

PSDM

1D
0.59%
1M
-0.45%
YTD
0.48%
6M
1.75%
1Y
5.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIAL vs. PSDM - Expense Ratio Comparison

DIAL has a 0.29% expense ratio, which is lower than PSDM's 0.40% expense ratio.


Return for Risk

DIAL vs. PSDM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIAL
DIAL Risk / Return Rank: 7676
Overall Rank
DIAL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIAL Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIAL Omega Ratio Rank: 7272
Omega Ratio Rank
DIAL Calmar Ratio Rank: 7474
Calmar Ratio Rank
DIAL Martin Ratio Rank: 7878
Martin Ratio Rank

PSDM
PSDM Risk / Return Rank: 9696
Overall Rank
PSDM Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PSDM Sortino Ratio Rank: 9898
Sortino Ratio Rank
PSDM Omega Ratio Rank: 9797
Omega Ratio Rank
PSDM Calmar Ratio Rank: 9595
Calmar Ratio Rank
PSDM Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DIAL vs. PSDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Diversified Fixed Income Allocation ETF (DIAL) and PGIM Short Duration Multi-Sector Bond ETF (PSDM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DIALPSDMDifference

Sharpe ratio

Return per unit of total volatility

1.40

2.60

-1.20

Sortino ratio

Return per unit of downside risk

2.02

4.17

-2.15

Omega ratio

Gain probability vs. loss probability

1.26

1.55

-0.29

Calmar ratio

Return relative to maximum drawdown

1.92

4.19

-2.27

Martin ratio

Return relative to average drawdown

8.30

16.21

-7.91

DIAL vs. PSDM - Sharpe Ratio Comparison

The current DIAL Sharpe Ratio is 1.40, which is lower than the PSDM Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of DIAL and PSDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DIALPSDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.60

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

2.99

-2.66

Correlation

The correlation between DIAL and PSDM is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DIAL vs. PSDM - Dividend Comparison

DIAL's dividend yield for the trailing twelve months is around 4.97%, less than PSDM's 5.32% yield.


TTM202520242023202220212020201920182017
DIAL
Columbia Diversified Fixed Income Allocation ETF
4.97%4.81%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%
PSDM
PGIM Short Duration Multi-Sector Bond ETF
5.32%4.57%5.17%2.91%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DIAL vs. PSDM - Drawdown Comparison

The maximum DIAL drawdown since its inception was -22.19%, which is greater than PSDM's maximum drawdown of -1.19%. Use the drawdown chart below to compare losses from any high point for DIAL and PSDM.


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Drawdown Indicators


DIALPSDMDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-1.19%

-21.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-1.19%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

Current Drawdown

Current decline from peak

-2.42%

-0.45%

-1.97%

Average Drawdown

Average peak-to-trough decline

-5.63%

-0.17%

-5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.31%

+0.46%

Volatility

DIAL vs. PSDM - Volatility Comparison

Columbia Diversified Fixed Income Allocation ETF (DIAL) has a higher volatility of 2.07% compared to PGIM Short Duration Multi-Sector Bond ETF (PSDM) at 0.91%. This indicates that DIAL's price experiences larger fluctuations and is considered to be riskier than PSDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIALPSDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

0.91%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

1.18%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

1.96%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.00%

2.02%

+4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

2.02%

+5.05%